+2,486.9%
VRT vs BR
+72.7%
+2,414.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | -8.4% | -3.0% | -5.4% | -7.4% |
| 30D | -10.9% | -0.3% | -10.6% | -11.1% |
| 3M | -13.7% | +17.3% | -31.0% | -20.3% |
| 6M | -4.1% | -6.7% | +2.6% | -2.9% |
| YTD | +58.7% | -23.4% | +82.2% | +75.2% |
| 1Y | +89.6% | -32.7% | +122.3% | +123.8% |
| 3Y | +558.1% | -5.9% | +564.1% | +533.4% |
| 5Y | +953.0% | +8.4% | +944.5% | +818.8% |
| All | +2,486.9% | +72.7% | +2,414.2% | +1,759.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling